def get_spectrum_on_data(self, Mx, My):
'''Mx and My are Kx Ky when rff =False
Mx and My are phix, phiy when rff =True'''
if self.rff | self.induce_set:
Cx = np.cov(Mx.T)
Cy = np.cov(My.T)
lambdax = np.linalg.eigvalsh(Cx)
lambday = np.linalg.eigvalsh(Cy)
else:
Kxc = Kernel.center_kernel_matrix(Mx)
Kyc = Kernel.center_kernel_matrix(My)
lambdax = np.linalg.eigvalsh(Kxc)
lambday = np.linalg.eigvalsh(Kyc)
return lambdax, lambday
def get_spectrum_on_data(self, Mx, My):
'''Mx and My are Kx Ky when rff =False
Mx and My are phix, phiy when rff =True'''
if self.rff|self.induce_set:
Cx = np.cov(Mx.T)
Cy = np.cov(My.T)
lambdax=np.linalg.eigvalsh(Cx)
lambday=np.linalg.eigvalsh(Cy)
else:
Kxc = Kernel.center_kernel_matrix(Mx)
Kyc = Kernel.center_kernel_matrix(My)
lambdax=np.linalg.eigvalsh(Kxc)
lambday=np.linalg.eigvalsh(Kyc)
return lambdax,lambday
def HSIC_V_statistic(Kx, Ky):
Kxc = Kernel.center_kernel_matrix(Kx)
Kyc = Kernel.center_kernel_matrix(Ky)
return np.sum(Kxc * Kyc)
def HSIC_V_statistic(Kx,Ky):
Kxc=Kernel.center_kernel_matrix(Kx)
Kyc=Kernel.center_kernel_matrix(Ky)
return np.sum(Kxc*Kyc)